In shielded connectors of this general type, a shield cover is fitted onto a shield shell by axial movement. The inner surface of the shield cover is in frictional contact with the outer surface of the shield shell. The leading edge of the cover slides against the trailing edge of the shell with virtually no gap therebetween. As a result, even a slight offset in positioning the cover and shell is sufficient to prevent the former from being slid over the latter. This is particularly true if any inwardly directed flashing remains on the leading end of the cover. This is likely to catch against the shell, making it even more difficult to assemble. It is an object of the present Invention to overcome this problem and improve the assembly of the connector, particularly the insertion of the shield cover over the shield shell.